Almost self-optimizing strategies for the adaptive control of diffusion processes

DOI10.1007/BF02193097MaRDI QIDQ1331121zbMATH OpenOpenAlexFDO

Authors Łukasz Stettner, T. E. Duncan, B. Pasik-Duncan

Publication date 21 November 1994

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02193097

zbMATH Keywords

ergodic controlinvariant measuresmultidimensional diffusion processoptimal adaptive control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Recommendations

• Ergodic control of multidimensional diffusions. II: Adaptive control
• Bayesian ergodic adaptive control of diffusion processes
• On the ergodic and the adaptive control of stochastic differential delay systems

Cites work

• A new family of optimal adaptive controllers for Markov chains
• Ergodic Control of Multidimensional Diffusions I: The Existence Results
• scientific article; zbMATH DE number 4006128 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 193190 (Why is no real title available?)
• On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model
• Parameter estimation in continuous-time stochastic processes
• Self-tuning control of diffusions without the identifiability condition

Cited in

(11)

• On the ergodic and the adaptive control of stochastic differential delay systems
• A new actuator activation policy for performance enhancement of controlled diffusion processes.
• On nearly self-optimizing strategies for a discrete-time uniformly ergodic adaptive model
• scientific article; zbMATH DE number 440562 (Why is no real title available?)
• Adaptive control of diffusion processes with a discounted reward criterion
• scientific article; zbMATH DE number 409876 (Why is no real title available?)
• Bayesian ergodic adaptive control of diffusion processes
• Adaptive control of continuous time stochastic systems
• Stochastic adaptive control with small observation noise
• Ergodic control of multidimensional diffusions. II: Adaptive control
• Self-tuning control of diffusions without the identifiability condition

This page was built for publication: Almost self-optimizing strategies for the adaptive control of diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1331121)